Z. van der Have

According to our database, Z. van der Have authored at least 1 paper in 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

The COS method for option valuation under the SABR dynamics.

Z. van der Have, Cornelis W. Oosterlee

Int. J. Comput. Math., 2018